When targeting a distribution that is artificially invariant under some permutations, Markov chain Monte Carlo (MCMC) algorithms face the label-switching problem, rendering marginal inference ...
In this article we discuss the problem of assessing the performance of Markov chain Monte Carlo (MCMC) algorithms on the basis of simulation output. In essence, we extend the original ideas of Gelman ...
What Is Markov Chain Monte Carlo? Markov Chain Monte Carlo (MCMC) is a powerful technique used in statistics and various scientific fields to sample from complex probability distributions. It is ...